Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.589818 0.662842 0.745209 0.845791 0.966390 1.107751 1.288105
2024-11-17 00:00:00+00:00 0.498110 0.586763 0.693810 0.834877 1.019456 1.258098 1.599365
2024-11-24 00:00:00+00:00 0.439739 0.536772 0.660247 0.833185 1.076575 1.419478 1.964752
2024-12-01 00:00:00+00:00 0.382539 0.479028 0.606592 0.793602 1.072095 1.492626 2.224561
2024-12-08 00:00:00+00:00 0.339317 0.433836 0.562787 0.759247 1.066479 1.560153 2.495432
2024-12-15 00:00:00+00:00 0.318589 0.416437 0.554515 0.773951 1.136573 1.763078 3.080097
2024-12-22 00:00:00+00:00 0.305496 0.407931 0.557325 0.804961 1.238032 2.046470 3.958061
2024-12-29 00:00:00+00:00 0.289900 0.393969 0.549965 0.817971 1.310429 2.296565 4.907908
2025-01-05 00:00:00+00:00 0.275239 0.379861 0.540540 0.825649 1.374024 2.548396 6.036932
2025-01-12 00:00:00+00:00 0.259571 0.362765 0.524439 0.819134 1.408428 2.747153 7.172905
2025-01-19 00:00:00+00:00 0.240207 0.338416 0.494269 0.783382 1.376619 2.779482 7.784775
2025-01-26 00:00:00+00:00 0.230738 0.328990 0.487931 0.790700 1.437086 3.065564 9.661166
2025-02-02 00:00:00+00:00 0.222834 0.321883 0.485517 0.806553 1.523510 3.469417 12.722378
2025-02-09 00:00:00+00:00 0.211963 0.309117 0.472128 0.799075 1.554760 3.729932 15.587747
2025-02-16 00:00:00+00:00 0.203249 0.299318 0.463102 0.799230 1.604960 4.078100 19.918994
2025-02-23 00:00:00+00:00 0.190137 0.281307 0.437923 0.762905 1.555848 4.068987 21.605163
2025-03-02 00:00:00+00:00 0.178707 0.265561 0.415847 0.731001 1.513252 4.071731 23.563689
2025-03-09 00:00:00+00:00 0.174365 0.261698 0.415317 0.745356 1.597850 4.603733 33.347571
2025-03-16 00:00:00+00:00 0.172224 0.261460 0.421438 0.775042 1.733127 5.444620 54.657089
2025-03-23 00:00:00+00:00 0.168120 0.257487 0.420078 0.787560 1.822165 6.158851 85.493267
2025-03-30 00:00:00+00:00 0.163703 0.252685 0.416712 0.794958 1.897970 6.882205 137.934885
2025-04-06 00:00:00+00:00 0.158140 0.245511 0.408143 0.788851 1.929148 7.395840 208.979934
2025-04-13 00:00:00+00:00 0.150067 0.233400 0.388992 0.754959 1.860508 7.263727 232.600342